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Found 44 Documents (Results 1–44)

On forward and backward Kolmogorov equations for pure jump Markov processes and their generalizations. (English. Russian original) Zbl 07804772

Theory Probab. Appl. 68, No. 4, 643-656 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 796-812 (2023).
MSC:  60J27 60J35 60J76
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Stochastic processes in the decades after 1950. (English) Zbl 1523.60013

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 169-202 (2022).
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Kolmogorov’s equations for jump Markov processes and their applications to control problems. (English. Russian original) Zbl 1492.60223

Theory Probab. Appl. 66, No. 4, 582-600 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 734-759 (2021).
MSC:  60J27 93E20 60J76
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